+1,931.9%
LITE vs VST
+1,175.7%
+756.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +2.6% |
| 7D | -1.5% | +8.9% | -10.4% | -4.9% |
| 30D | +6.7% | +6.2% | +0.5% | +4.1% |
| 3M | -6.8% | -2.7% | -4.0% | -5.4% |
| 6M | +29.4% | -8.4% | +37.8% | +34.8% |
| YTD | +139.1% | -7.2% | +146.3% | +145.0% |
| 1Y | +521.0% | -20.9% | +541.9% | +577.8% |
| 3Y | +1,535.3% | +384.0% | +1,151.3% | +984.7% |
| 5Y | +889.8% | +757.1% | +132.8% | +463.0% |
| All | +1,931.9% | +1,175.7% | +756.2% | +844.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling